+507.7%
FAST vs EOG
+110.9%
+396.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +1.3% | -2.0% | +3.3% | +1.6% |
| 30D | -4.7% | +7.9% | -12.6% | -6.1% |
| 3M | +7.9% | +4.5% | +3.4% | +6.8% |
| 6M | +7.4% | +12.3% | -4.9% | +4.5% |
| YTD | +25.1% | +41.9% | -16.8% | +16.4% |
| 1Y | +4.7% | +27.8% | -23.2% | -0.8% |
| 3Y | +94.7% | +21.8% | +72.9% | +84.3% |
| 5Y | +106.8% | +174.0% | -67.2% | +61.7% |
| 10Y | +507.7% | +110.4% | +397.3% | +367.6% |
| All | +507.7% | +110.9% | +396.8% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling